AGYS Options History — July 2008

In July 2008, AGYS traded between $10.91 and $12.42. ATM implied volatility averaged 55.2%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 14.2% (HV 20d: 41.0%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.97.

Notable Days

  • 2008-07-01: Highest Volume — 266 contracts
  • 2008-07-08: Largest IV spike — 21.8% change
  • 2008-07-30: Highest IV Rank — 25.0%
  • 2008-07-30: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.61$10.91$12.42$11.42$12.00
Max Pain$11.14$10.00$12.50$12.50$12.50
ATM IV55.2%35.1%65.1%44.2%61.6%
Expected Move16.4%12.0%18.7%12.7%17.7%
HV 20d41.0%34.5%52.2%52.2%35.3%
HV 60d46.4%44.9%48.2%48.0%45.2%
IV Rank19.7%9.2%25.0%14.0%23.2%
IV Percentile64.5%3.6%87.7%25.8%82.9%
Term Structure-2.4%-9.2%22.2%8.0%-7.2%
VWIV51.8%42.7%60.9%42.7%60.9%
Skew 25d1.6%-19.3%16.6%-2.5%-3.4%
Skew 10d6.6%-6.0%25.3%-3.4%-0.1%
Call IV 25d49.6%34.3%61.4%43.2%52.2%
Put IV 25d51.2%34.7%61.1%40.7%48.8%
Bid-Ask Spread %41.3516.8776.4875.3234.05
Gamma HHI0.580.340.970.970.38
Net GEX13.8K3.3K63.2K30.3K3.5K
Net DEX-178.9K-265.9K-69.9K-131.3K-203.1K
Net VEX-1.2K-1.5K-1.0K-1.0K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.005.500.000.00
Total Volume29.81802662660
Total OI1,052.1364751,4971,201510

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2008-07-01$11.42$12.5044.2%12.7%52.2%14.0%42.7%-2.5%8.0%30.3K-131.3K-1.0K0.0075.32N/AN/A2660993208
2008-07-02$11.21$12.5050.4%14.5%50.3%17.3%0.0%-19.3%-0.7%22.6K-222.0K-1.5K0.0068.19N/AN/A10001,169208
2008-07-03$11.42$12.5041.7%12.0%42.2%12.6%0.0%7.0%22.2%27.9K-203.8K-1.5K0.0076.48N/AN/A001,269208
2008-07-07$11.27$10.0035.1%15.9%40.3%9.2%0.0%16.6%-5.0%24.2K-200.7K-1.4K0.0044.43N/AN/A2001,269208
2008-07-08$11.41$10.0042.8%15.7%40.6%13.2%0.0%7.1%-2.3%25.4K-164.3K-1.4K0.0034.80N/AN/A001,289208
2008-07-09$11.16$10.0050.4%17.0%41.1%17.2%0.0%7.1%0.0%18.6K-141.4K-1.3K0.0038.82N/AN/A7601,289208
2008-07-10$10.96$10.0056.8%16.3%41.1%20.6%0.0%-1.9%-1.9%7.3K-69.9K-1.1K0.0039.05N/AN/A001,269208
2008-07-11$11.10$10.0058.7%16.8%41.5%21.6%0.0%6.4%-0.8%13.1K-101.9K-1.2K0.0032.45N/AN/A001,269208
2008-07-14$11.01$10.0051.7%14.8%41.2%17.9%0.0%-9.0%0.8%9.5K-111.7K-1.1K0.0048.43N/AN/A10001,269186
2008-07-15$10.91$10.0056.5%16.2%34.5%20.4%0.0%0.1%2.5%5.6K-97.4K-1.1K0.0038.43N/AN/A001,247186
2008-07-16$11.36$10.0056.6%16.2%37.7%20.5%0.0%7.9%-3.4%21.0K-168.4K-1.2K0.0028.20N/AN/A001,247186
2008-07-17$11.47$10.0058.8%16.9%37.9%21.7%0.0%5.0%-6.1%3.7K-115.1K-1.1K0.0046.96N/AN/A001,247186
2008-07-18$12.05$10.0056.8%16.3%42.3%20.6%0.0%-1.4%-3.3%63.2K-265.9K-1.2K2.2832.34N/AN/A18411,247186
2008-07-21$11.91$10.0057.7%16.5%41.6%21.1%0.0%13.7%-2.9%3.8K-219.5K-1.1K0.0047.76N/AN/A0239481
2008-07-22$12.42$10.0060.9%17.4%44.1%22.7%60.9%1.0%-6.6%3.9K-233.1K-1.1K5.5055.64N/AN/A42239483
2008-07-23$12.16$12.5062.8%18.0%42.9%23.8%0.0%5.2%-8.1%3.3K-227.4K-1.2K0.0030.92N/AN/A00398105
2008-07-24$12.05$12.5061.8%17.7%41.6%23.2%0.0%-1.5%-6.9%3.3K-212.5K-1.2K0.0029.69N/AN/A00398105
2008-07-25$12.17$12.5060.3%17.3%41.3%22.5%0.0%1.2%-7.1%3.4K-216.8K-1.2K0.0026.65N/AN/A00398105
2008-07-28$11.89$12.5061.2%17.5%40.9%22.9%0.0%-2.6%-7.5%3.3K-207.0K-1.1K0.0030.07N/AN/A00398105
2008-07-29$11.99$12.5061.7%17.7%35.2%23.2%0.0%-4.5%-7.2%3.3K-201.6K-1.1K0.0016.87N/AN/A00398105
2008-07-30$12.19$12.5065.1%18.7%35.5%25.0%0.0%2.2%-9.2%3.4K-221.6K-1.1K0.0034.10N/AN/A70398105
2008-07-31$12.00$12.5061.6%17.7%35.3%23.2%0.0%-3.4%-7.2%3.5K-203.1K-1.1K0.0034.05N/AN/A00405105